+496.7%
CSX vs SIRI
-14.2%
+510.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -0.6% | -3.9% | +3.3% | +0.3% |
| 30D | -3.2% | -0.8% | -2.4% | -3.1% |
| 3M | +2.6% | +4.3% | -1.7% | +1.3% |
| 6M | +19.8% | +34.1% | -14.2% | +11.4% |
| YTD | +34.7% | +47.3% | -12.7% | +22.1% |
| 1Y | +52.1% | +22.9% | +29.2% | +43.3% |
| 3Y | +68.4% | -24.6% | +93.0% | +68.3% |
| 5Y | +65.1% | -43.2% | +108.3% | +68.3% |
| 10Y | +496.7% | -12.3% | +509.0% | +411.7% |
| All | +496.7% | -14.2% | +510.9% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling